Gillig's probably right about the roads - I don't think I've ever seen a road sign in my stay in Hong Kong, but it doesn't really matter as I know where I'm going anyway...
Yes, when you buy the copied games, you usually have to wait a while. You write down the code numbers of the games on display on a piece of paper, then give it to "the guy" along with the money (HK$20-30 per disc), and wait about 20-30 minutes for your order to be ready - just go away and continue shopping in the mean time.
Once in Mong Kok's Sim City the police came in, so the entire store closed down and the pirates went running... but about half an hour later they were all back and fulfilled their orders anyway. Exciting
If you go to the Wanchai Computer Store there's a little shop that sells the games there and then, so you won't have to wait, but they're sometimes sold out of the more popular titles (they do 3 PS2 games for HK$100). But I have that guys phone number so I generally can just phone him before and ask.